don't use the installation CD. Perform a hard reset on the router (usually put a pin in the reset hole while plugging the power into it), and waiting a few seconds).
Afterwards, manually log into the router's IP address. The IP address should be in the installation manual, but for D-Link's, I think it's this:
Under account, enter your DSL username and password, and click UPDATE, or SAVE.
You should now be set up. Other that that, there are security precautions you might want to take, like restrict access so that other people can't use your connection, or set up a firewall, that that's a whole other topic...
If resetting the router still doesn't work, call up a tech representative, your router may have a problem..